Identifying Dependence Structure among Equities in Indian Markets using Copulas
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References listed on IDEAS
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More about this item
Keywordscopula; vine copulas; Value-at-Risk;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-30 (All new papers)
- NEP-GER-2015-08-30 (German Papers)
- NEP-RMG-2015-08-30 (Risk Management)
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